RELIANCE
Reliance Industries Ltd
Historical option data for RELIANCE
21 Nov 2024 04:12 PM IST
| RELIANCE 28NOV2024 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.16
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 1223.00 | 124 | -17.90 | 45.76 | 54 | 18 | 44 | |||
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| 20 Nov | 1241.65 | 141.9 | 0.00 | 46.60 | 14 | 2 | 26 | |||
| 19 Nov | 1241.65 | 141.9 | -21.60 | 46.60 | 14 | 2 | 26 | |||
| 18 Nov | 1260.75 | 163.5 | -9.00 | 46.63 | 28 | 4 | 22 | |||
| 14 Nov | 1267.60 | 172.5 | 11.50 | 41.34 | 10 | 0 | 18 | |||
| 13 Nov | 1252.05 | 161 | -20.50 | 46.32 | 6 | -2 | 14 | |||
| 12 Nov | 1274.25 | 181.5 | 4.50 | 56.76 | 4 | 2 | 18 | |||
| 11 Nov | 1272.70 | 177 | -9.80 | - | 12 | 8 | 18 | |||
| 8 Nov | 1283.75 | 186.8 | -21.90 | 34.48 | 22 | -2 | 10 | |||
| 7 Nov | 1305.65 | 208.7 | -3.30 | - | 8 | 2 | 6 | |||
| 6 Nov | 1325.35 | 212 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 1305.30 | 212 | 10.00 | - | 2 | 0 | 4 | |||
| 4 Nov | 1302.15 | 202 | -563.75 | - | 4 | 2 | 2 | |||
| 1 Nov | 1338.65 | 765.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 1332.05 | 765.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1343.90 | 765.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1340.00 | 765.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1334.35 | 765.75 | - | 0 | 0 | 0 | ||||
For Reliance Industries Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 CE is 0.96
Historical price for 1100 CE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 124, which was -17.90 lower than the previous day. The implied volatity was 45.76, the open interest changed by 9 which increased total open position to 22
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 141.9, which was 0.00 lower than the previous day. The implied volatity was 46.60, the open interest changed by 1 which increased total open position to 13
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 141.9, which was -21.60 lower than the previous day. The implied volatity was 46.60, the open interest changed by 1 which increased total open position to 13
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 163.5, which was -9.00 lower than the previous day. The implied volatity was 46.63, the open interest changed by 2 which increased total open position to 11
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 172.5, which was 11.50 higher than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 9
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 161, which was -20.50 lower than the previous day. The implied volatity was 46.32, the open interest changed by -1 which decreased total open position to 7
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 181.5, which was 4.50 higher than the previous day. The implied volatity was 56.76, the open interest changed by 1 which increased total open position to 9
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 177, which was -9.80 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 186.8, which was -21.90 lower than the previous day. The implied volatity was 34.48, the open interest changed by -1 which decreased total open position to 5
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 208.7, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 212, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 212, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 202, which was -563.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 765.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 765.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 765.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 765.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 765.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| RELIANCE 28NOV2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.13
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 1223.00 | 1 | 0.40 | 42.68 | 3,826 | 420 | 3,490 |
| 20 Nov | 1241.65 | 0.6 | 0.00 | 38.31 | 1,692 | -114 | 3,052 |
| 19 Nov | 1241.65 | 0.6 | 0.10 | 38.31 | 1,692 | -132 | 3,052 |
| 18 Nov | 1260.75 | 0.5 | -0.10 | 39.68 | 646 | -40 | 3,184 |
| 14 Nov | 1267.60 | 0.6 | -0.05 | 35.98 | 492 | 20 | 3,226 |
| 13 Nov | 1252.05 | 0.65 | 0.05 | 32.94 | 812 | 114 | 3,198 |
| 12 Nov | 1274.25 | 0.6 | -0.05 | 34.16 | 538 | -62 | 3,094 |
| 11 Nov | 1272.70 | 0.65 | -0.15 | 34.18 | 660 | 54 | 3,154 |
| 8 Nov | 1283.75 | 0.8 | 0.15 | 33.65 | 1,178 | 184 | 3,102 |
| 7 Nov | 1305.65 | 0.65 | -0.15 | 35.07 | 434 | 14 | 2,918 |
| 6 Nov | 1325.35 | 0.8 | -0.45 | 38.05 | 1,202 | 16 | 2,924 |
| 5 Nov | 1305.30 | 1.25 | -0.15 | 37.58 | 2,056 | 534 | 2,888 |
| 4 Nov | 1302.15 | 1.4 | 0.15 | 36.38 | 3,730 | 1,250 | 2,342 |
| 1 Nov | 1338.65 | 1.25 | -0.55 | 38.62 | 356 | 184 | 1,086 |
| 31 Oct | 1332.05 | 1.8 | 0.30 | - | 766 | 316 | 902 |
| 30 Oct | 1343.90 | 1.5 | -0.10 | - | 378 | 148 | 584 |
| 29 Oct | 1340.00 | 1.6 | -0.10 | - | 348 | 128 | 422 |
| 28 Oct | 1334.35 | 1.7 | - | 394 | 290 | 290 | |
For Reliance Industries Ltd - strike price 1100 expiring on 28NOV2024
Delta for 1100 PE is -0.03
Historical price for 1100 PE is as follows
On 21 Nov RELIANCE was trading at 1223.00. The strike last trading price was 1, which was 0.40 higher than the previous day. The implied volatity was 42.68, the open interest changed by 210 which increased total open position to 1745
On 20 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 38.31, the open interest changed by -57 which decreased total open position to 1526
On 19 Nov RELIANCE was trading at 1241.65. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 38.31, the open interest changed by -66 which decreased total open position to 1526
On 18 Nov RELIANCE was trading at 1260.75. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 39.68, the open interest changed by -20 which decreased total open position to 1592
On 14 Nov RELIANCE was trading at 1267.60. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 35.98, the open interest changed by 10 which increased total open position to 1613
On 13 Nov RELIANCE was trading at 1252.05. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 32.94, the open interest changed by 57 which increased total open position to 1599
On 12 Nov RELIANCE was trading at 1274.25. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 34.16, the open interest changed by -31 which decreased total open position to 1547
On 11 Nov RELIANCE was trading at 1272.70. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 34.18, the open interest changed by 27 which increased total open position to 1577
On 8 Nov RELIANCE was trading at 1283.75. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 33.65, the open interest changed by 92 which increased total open position to 1551
On 7 Nov RELIANCE was trading at 1305.65. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.07, the open interest changed by 7 which increased total open position to 1459
On 6 Nov RELIANCE was trading at 1325.35. The strike last trading price was 0.8, which was -0.45 lower than the previous day. The implied volatity was 38.05, the open interest changed by 8 which increased total open position to 1462
On 5 Nov RELIANCE was trading at 1305.30. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 37.58, the open interest changed by 267 which increased total open position to 1444
On 4 Nov RELIANCE was trading at 1302.15. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was 36.38, the open interest changed by 625 which increased total open position to 1171
On 1 Nov RELIANCE was trading at 1338.65. The strike last trading price was 1.25, which was -0.55 lower than the previous day. The implied volatity was 38.62, the open interest changed by 92 which increased total open position to 543
On 31 Oct RELIANCE was trading at 1332.05. The strike last trading price was 1.8, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct RELIANCE was trading at 1343.90. The strike last trading price was 1.5, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct RELIANCE was trading at 1340.00. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct RELIANCE was trading at 1334.35. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
